Palgrave Handbook of Econometrics: Econometric Theory: Tome 1, Econometric Theory - Rilegato

Rilegato

ISBN 10: 1403941556 ISBN 13: 9781403941558

Casa editrice: Palgrave Macmillan, 2006

Riassunto

Volume I of the Palgrave Handbook of Econometrics covers developments in theoretical econometrics, including essays on the methodology and history of econometrics, developments in time-series and cross-section econometrics, modelling with integrated variables, Bayesian econometrics, simulation methods and a selection of special topics.

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Recensione:

'I forecast that this is a text that will be much referenced and cited in the future and certainly welcome its appearance.' - Sir Clive Granger, University of California, USA

L'autore:

LUC ANSELIN University of Illinois, USARICHARD T. BAILLIE Michigan State University, USABADI H. BALTAGI Syracuse University, USA and University of Leicester, UKANIL BERA University of Illinois, USAYANNIS BILIAS Associate Professor, Department of Economics, University of Cyprus, CyprusCHRIS BROOKS Director, ISMA for Financial Markets, University of Reading, UKIN CHOI Hong Kong University of Science and Technology, Hong KongJAMES DAVIDSON Professor of Econometrics, University of Exeter, UKRUSSELL DAVIDSON Professor, Department of Economics, McGill University, CanadaGUILANO DE ROSSI University of Cambridge, UKJURGEN DOORNIK Nuffield College, Oxford University, UKRICHARD WILLIAM FAREBROTHER formerly University of Manchester, UKDENNIS FOK Professor, Econometric Institute, Erasmus University Rotterdam, The NetherlandsPHILIP HANS FRANSES Professor, Econometric Institute, Erasmus University Rotterdam, The NetherlandsCHRISTOPHER GILBERT Universite degli Studi di Trento, ItalyJESUS GONZALO University of Madrid, Spain WILLIAM GREENE Leonard N. Stern School of Business, New York University, USANIELS HALDRUP University of Aarhus, DenmarkANDREW HARVEY University of Cambridge, UKKEVIN HOOVER Professor and Chair of Economics, University of California at Davis, USAMICHAEL JANSSON University of Berkeley, USASOREN JOHANSEN University of Copenhagen, DenmarkGARY KOOP University of Leicester, UKLUNG-FEI LING Professor, Ohio State University, USAHELMUT LUTKEPOHL European University Institute, ItalyJAMES G. MACKINNON Queens University, CanadaRICHARD PAAP Professor, Econometric Institute, Erasmus University Rotterdam, The NetherlandsPIERRE PERRON Professor, Department of Economics, Boston University, USAJEAN-YVES PITARAKIS University of Southampton, UKDALE J. POIRIER Professor, Department of Economics, University of California at Irvine, USADUO QIN Senior Lecturer, Queen Mary University London, UKJEFF RACINE Associate Professor, Syracuse University, USAPRADOSH SIMLAI Department of Economics, University of Illinois, USAARIS SPANOS Wilson Schmidt Professor and Department Head, Virginia Polytechnic Institute and State University, USARODNEY STRACHAN Lecturer, Economics Department, University of Leicester, UKTIMO TERASVIRTA Professor, Department of Economic Statistics, Stockholm School of Economics, SwedenJUSTIN L. TOBIAS Assistant Professor of Economics, Iowa State University, USAA. R. TREMAYNE Professor, Faculty of Economics and Business, University of Sydney, Australia and University of York, UKAMAN ULLAH University of California at Riverside, USAFARSHID VAHID Associate Professor of Econometrics, Monash University, AustraliaHERMAN VAN DIJK Professor of Econometrics, Erasmus University Rotterdam, HollandCARLOS VELASCO ICREA and University of Madrid, SpainMATTIAS VILLANI Research Department, Sveriges Riksba and Lecturer, Department of Statistics, Stockholm University, Sweden

Su questa edizione

• Editore: Palgrave Macmillan
• Data di pubblicazione: 2006
• ISBN 10: 1403941556
• ISBN 13: 9781403941558
• Rilegatura: Copertina rigida
• Numero di pagine: 1097
• Redattore: Mills Terence C., Patterson Kerry